swaption cube defined via atm vol spreads over another cube More...
#include <ql/indexes/swapindex.hpp>
#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp>
#include <boost/shared_ptr.hpp>
Classes | |
class | SpreadedSwaptionVolatility |
swaption cube defined via atm vol spreads over another cube